The time to ruin for a class of Markov additive risk processes with two-sided jumps
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Advances in Applied Probability |
| Volume | 37 |
| Pages (from-to) | 963-992 |
| ISSN | 0001-8678 |
| Publication status | Published - 2005 |
ID: 68209